Yes, I suppose Cortana herself being the 'convict' is not out of the question. As you say, she has taken the Index. Arguably, there's nothing else she could have done with it in the circumstances. But, technically, it doesn't belong to her. So, hmmm...yeah...

I can't help feeling though that 'something' is hitching a ride with her. It's just a nagging doubt. It doesn't even have to be without her knowledge.

As you also mention, she has demonstrated a tendency to lie and withhold information when it suits her purpose. How much info and what info are the teasing unknowns...